Studies on the effect of trading volume and return volatility on call warrants and underlying stocks in Taiwan
Year of publication: |
2005
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Authors: | Chiu, Chien-liang ; Lee, Ming-chih ; Lin, Cho-min ; Chen, Chun-Da |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 44.2005, 1/2, p. 29-43
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Subject: | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Volatilität | Volatility | Optionsanleihe | Warrant bond | ARCH-Modell | ARCH model | Taiwan |
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